To use the API you need running MediaWiki with an imported database.
There are tools for parsing raw dumps, but they require separate coding. It's not very complicated, but it's separate.
For Python see the question Parsing a Wikipedia dump.
There's also a good library in Perl: https://metacpan.org/pod/MediaWiki::DumpFile .
Wikimedians care about the dumps' usability, so if you have trouble importing the dump, you should ask about it on the MediaWiki mailing list: https://lists.wikimedia.org/mailman/listinfo/mediawiki-l .